Upper comonotonicity and convex upper bounds for sums of random variables (Q661231): Difference between revisions

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+Publication
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+https://doi.org/10.1016/j.insmatheco.2010.05.006
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+W2016762910
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@@ Property / cites work @@
+Improved convex upper bound via conditional comonotonicity
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+Upper comonotonicity
@@ Property / cites work: Upper comonotonicity / rank @@
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+An Overview of Comonotonicity and Its Applications in Finance and Insurance
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+On the dependency of risks in the individual life model
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+The concept of comonotonicity in actuarial science and finance: theory.
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+The concept of comonotonicity in actuarial science and finance: applications.
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+A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
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+Q3523756
@@ Property / cites work: Q3523756 / rank @@
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+Stop-loss order for portfolios of dependent risks
@@ Property / cites work: Stop-loss order for portfolios of dependent risks / rank @@
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+Q2778807
@@ Property / cites work: Q2778807 / rank @@
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+Publication:661231